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Interrogative pronouns are preceded by the appropriate preposition, just as in English:

D'où venez vous?

Avec qui étudies-tu?

Dans combien de temps arriveras-tu?

However, for objects and persons, the pronouns in relative propositions are lequel and its variants (laquele, lesquels, lesquelles), preceded by the appropriate prepositions unless that preposition is de or à, in which the le is replaced accordingly by the appropriate combination: du/des/au/aux/à la.

Persons can use these pronouns, but I believe (I don't have my Grevisse at hand to check) that qui is still preferred.

C'est l'aéroport duquel je suis parti. (It's the airport from which I departed [amongst a specific selection, dont and d'où are more generic].)

C'est le manuel avec lequel j'étudie. (It's the manual with which I study.)

C'est l'entreprise pour laquelle je travaille. (It's the company for which I work.)

but (preferred forms, but -quel pronouns are still allowed and grammatical)

C'est l'ami avec qui j'étudie.

C'est l'homme pour qui je travaille.

C'est l'ami dont je t'ai parlé. (duquel not possible here)

Now, regarding dont vs. duquel, it gets a bit more complicated. In basic relative construction, dont almost always has priority, at least with persons (and d'où is usually an allowed alternative when it's a locative preposition).

Duquel and its variants (desquels, de laquelle, desquelles) seem to appear in two situations:

1) When the de is part of a compound preposition (look at news search on google, au cours de, lors de and à l'issue de are particularly common):

2) When there is a possessive construction as the opener of the relative (but then these are close to the above too, maybe it's just that dont cannot be used if the relative is opened by a compound preposition):